+1,325.8%
CRWD vs TW
+147.3%
+1,178.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -3.0% | -4.5% | +1.5% | -0.8% |
| 30D | -6.8% | -2.3% | -4.5% | -5.7% |
| 3M | +19.6% | +2.6% | +17.0% | +16.6% |
| 6M | +87.1% | -17.5% | +104.6% | +103.2% |
| YTD | +76.4% | -5.3% | +81.7% | +76.3% |
| 1Y | +90.8% | -14.8% | +105.6% | +100.7% |
| 3Y | +380.0% | +18.8% | +361.1% | +298.9% |
| 5Y | +215.6% | +20.7% | +194.9% | +155.4% |
| All | +1,325.8% | +147.3% | +1,178.5% | +594.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling